Trading Metrics calculated at close of trading on 04-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2015 |
04-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
16,272 |
16,255 |
-17 |
-0.1% |
16,564 |
High |
16,446 |
16,275 |
-171 |
-1.0% |
16,564 |
Low |
16,210 |
15,917 |
-293 |
-1.8% |
15,868 |
Close |
16,258 |
16,028 |
-230 |
-1.4% |
16,028 |
Range |
236 |
358 |
122 |
51.7% |
696 |
ATR |
334 |
336 |
2 |
0.5% |
0 |
Volume |
3,217 |
2,051 |
-1,166 |
-36.2% |
8,443 |
|
Daily Pivots for day following 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,147 |
16,946 |
16,225 |
|
R3 |
16,789 |
16,588 |
16,127 |
|
R2 |
16,431 |
16,431 |
16,094 |
|
R1 |
16,230 |
16,230 |
16,061 |
16,152 |
PP |
16,073 |
16,073 |
16,073 |
16,034 |
S1 |
15,872 |
15,872 |
15,995 |
15,794 |
S2 |
15,715 |
15,715 |
15,962 |
|
S3 |
15,357 |
15,514 |
15,930 |
|
S4 |
14,999 |
15,156 |
15,831 |
|
|
Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,241 |
17,831 |
16,411 |
|
R3 |
17,545 |
17,135 |
16,220 |
|
R2 |
16,849 |
16,849 |
16,156 |
|
R1 |
16,439 |
16,439 |
16,092 |
16,296 |
PP |
16,153 |
16,153 |
16,153 |
16,082 |
S1 |
15,743 |
15,743 |
15,964 |
15,600 |
S2 |
15,457 |
15,457 |
15,901 |
|
S3 |
14,761 |
15,047 |
15,837 |
|
S4 |
14,065 |
14,351 |
15,645 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,564 |
15,868 |
696 |
4.3% |
329 |
2.1% |
23% |
False |
False |
1,688 |
10 |
16,580 |
15,256 |
1,324 |
8.3% |
481 |
3.0% |
58% |
False |
False |
1,425 |
20 |
17,472 |
15,256 |
2,216 |
13.8% |
364 |
2.3% |
35% |
False |
False |
826 |
40 |
17,979 |
15,256 |
2,723 |
17.0% |
253 |
1.6% |
28% |
False |
False |
431 |
60 |
18,002 |
15,256 |
2,746 |
17.1% |
214 |
1.3% |
28% |
False |
False |
299 |
80 |
18,149 |
15,256 |
2,893 |
18.0% |
170 |
1.1% |
27% |
False |
False |
225 |
100 |
18,149 |
15,256 |
2,893 |
18.0% |
141 |
0.9% |
27% |
False |
False |
180 |
120 |
18,149 |
15,256 |
2,893 |
18.0% |
119 |
0.7% |
27% |
False |
False |
150 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,797 |
2.618 |
17,212 |
1.618 |
16,854 |
1.000 |
16,633 |
0.618 |
16,496 |
HIGH |
16,275 |
0.618 |
16,138 |
0.500 |
16,096 |
0.382 |
16,054 |
LOW |
15,917 |
0.618 |
15,696 |
1.000 |
15,559 |
1.618 |
15,338 |
2.618 |
14,980 |
4.250 |
14,396 |
|
|
Fisher Pivots for day following 04-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
16,096 |
16,182 |
PP |
16,073 |
16,130 |
S1 |
16,051 |
16,079 |
|